+172.1%
DELL vs TSLL
-44.0%
+216.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.8% | +6.0% | +10.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -35.1% | +2.7% | -37.8% | -35.3% |
| 3M | -15.1% | +26.3% | -41.4% | -18.6% |
| 6M | +51.7% | -37.2% | +88.9% | +55.3% |
| YTD | +200.0% | -44.2% | +244.2% | +211.4% |
| 1Y | +172.1% | -44.0% | +216.1% | +181.3% |
| All | +172.1% | -44.0% | +216.1% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling